Estimators: Consistency and Efficiency

In course

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Description

This lecture discusses the criteria for good estimators, focusing on consistency and efficiency. Consistency is crucial, but not sufficient for a good estimator. The lecture also covers bias, mean squared error, and the trade-off between bias and variance. It explores the concept of efficiency in estimators and the importance of unbiasedness. Practical examples and theoretical foundations are provided to illustrate these concepts.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_mlmrf5jd

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data analysis: Regression analysis

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